Consistent inference in fixed-effects stochastic frontier models

The classical stochastic frontier panel data models provide no mechanism to disentangle individual time invariant unobserved heterogeneity from inefficiency. Greene (2005a, b) proposed the so-called “true” fixed-effects specification that distinguishes these two latent components. However, due to th...

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Veröffentlicht in:	Journal of econometrics 2018-02, Vol.202 (2), p.161-177
Hauptverfasser:	Belotti, Federico, Ilardi, Giuseppe
Format:	Artikel
Sprache:	eng
Schlagworte:	Bias Estimating techniques Fixed-effects Hospitals Marginal simulated likelihood Monte Carlo simulation Pairwise differencing Panel data Specification Statistical inference Stochastic frontiers Stochastic models Studies Usefulness
Online-Zugang:	Volltext
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